The Linear Program approach in multi-chain Markov Decision Processes revisited
نویسندگان
چکیده
منابع مشابه
The Linear Program approach in multi-chain Markov Decision Processes revisited
Linear Programming is known to be an important and useful tool for solving Markov Decision Processes (MDP). its derivation relies on the Dynamic Programming approach, which also serves to solve MDP. However, for Markov Decision Processes with several constraints the only available methods are based on Linear Programs. The aim of this paper is to investigate some aspects of such Linear Programs,...
متن کاملLinear Program Approximations for Factored Continuous-State Markov Decision Processes
Approximate linear programming (ALP) has emerged recently as one of the most promising methods for solving complex factored MDPs with finite state spaces. In this work we show that ALP solutions are not limited only to MDPs with finite state spaces, but that they can also be applied successfully to factored continuous-state MDPs (CMDPs). We show how one can build an ALP-based approximation for ...
متن کاملA Generalized Reduced Linear Program for Markov Decision Processes
Markov decision processes (MDPs) with large number of states are of high practical interest. However, conventional algorithms to solve MDP are computationally infeasible in this scenario. Approximate dynamic programming (ADP) methods tackle this issue by computing approximate solutions. A widely applied ADP method is approximate linear program (ALP) which makes use of linear function approximat...
متن کاملCommunication in Multi-Agent Markov Decision Processes
In this paper, we formulate agent’s decision process under the framework of Markov decision processes, and in particular, the multi-agent extension to Markov decision process that includes agent communication decisions. We model communication as the way for each agent to obtain local state information in other agents, by paying a certain communication cost. Thus, agents have to decide not only ...
متن کاملMulti-Time-Scale Markov Decision Processes for Organizational Decision-Making
Decision-makers in organizations and other hierarchical systems interact within and across multiple organizational levels and take interdependent actions over time. The challenge is to identify incentive mechanisms that align agents’ interests and to provide these agents with guidance for their decision processes. To this end, we developed a multiscale decision-making model that combines game t...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: ZOR Zeitschrift f�r Operations Research Methods and Models of Operations Research
سال: 1995
ISSN: 0340-9422,1432-5217
DOI: 10.1007/bf01415752